-45.9%
SMR vs RACE
+102.8%
-148.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.7% | +6.4% | +6.8% |
| 7D | +1.7% | +3.9% | -2.2% | -0.2% |
| 30D | -24.4% | +7.4% | -31.9% | -27.0% |
| 3M | -44.6% | +1.6% | -46.2% | -45.0% |
| 6M | -56.7% | +23.3% | -80.0% | -60.8% |
| YTD | -61.6% | +14.7% | -76.3% | -64.2% |
| 1Y | -82.1% | +2.5% | -84.6% | -82.4% |
| 3Y | +161.5% | +28.0% | +133.6% | +129.9% |
| All | -45.9% | +102.8% | -148.7% | -60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RACE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling